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Two Sigma Advisers Portfolio holdings
AUM
$51.4B
1-Year Est. Return
31.07%
This Fund
S&P 500
This Quarter
Est. Return
+5.33%
1 Year Est. Return
+31.07%
3 Year Est. Return
+128.94%
5 Year Est. Return
+161.75%
10 Year Est. Return
+607.04%
AUM
$23.5B
AUM Growth
+$3.79B
(+19%)
Cap. Flow
+$2.93B
Cap. Flow
% of AUM
12.47%
Top 10 Holdings %
Top 10 Hldgs %
10.32%
Holding
2,453
New
424
Increased
925
Reduced
827
Closed
262
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Walmart Inc
WMT
|
+$239M |
| 2 |
TJX Companies
TJX
|
+$212M |
| 3 |
CELG
Celgene Corp
CELG
|
+$183M |
| 4 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$180M |
| 5 |
Salesforce
CRM
|
+$152M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$182M |
| 2 |
Meta Platforms (Facebook)
META
|
+$142M |
| 3 |
Invesco QQQ Trust
QQQ
|
+$118M |
| 4 |
Yum! Brands
YUM
|
+$115M |
| 5 |
EMC
EMC CORPORATION
EMC
|
+$102M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 16.1% |
| 2 | Technology | 14.46% |
| 3 | Healthcare | 12.78% |
| 4 | Industrials | 11.91% |
| 5 | Consumer Staples | 9.72% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
AET
51
DELISTED
Aetna Inc
AET
| $104M | 0.44% |
898,150
+758,086
| +541% | +$88.9M |
|
52
Colgate-Palmolive
CL
$72.1B
| $103M | 0.44% |
1,388,671
-347,314
| -20% | -$25.7M |
|
|
RTN
53
DELISTED
Raytheon Company
RTN
| $102M | 0.44% |
751,239
+507,804
| +209% | +$70.6M |
|
54
Cigna
CI
$75.7B
| $97.6M | 0.42% |
748,891
+19,800
| +3% | +$2.59M |
|
55
Boeing
BA
$165B
| $97.5M | 0.42% |
739,860
+524,777
| +244% | +$69.1M |
|
56
McKesson
MCK
$96.5B
| $95.2M | 0.41% |
570,896
+129,150
| +29% | +$24.1M |
|
57
NetEase
NTES
$76.9B
| $94.9M | 0.4% |
1,971,500
+73,500
| +4% | +$3.13M |
|
58
Adobe
ADBE
$84.3B
| $94.2M | 0.4% |
868,288
+232,201
| +37% | +$23.3M |
|
59
AutoZone
AZO
$47.7B
| $91.2M | 0.39% |
+118,708
| New | +$92.4M |
|
60
Cognizant
CTSH
$20.3B
| $90.2M | 0.38% |
1,891,387
-224,503
| -11% | -$12.8M |
|
|
61
Meta Platforms (Facebook)
META
$1.54T
| $90M | 0.38% |
702,034
-1,141,766
| -62% | -$142M |
|
62
PPG Industries
PPG
$25.4B
| $89.6M | 0.38% |
867,160
-39,000
| -4% | -$4.09M |
|
|
MON
63
DELISTED
Monsanto Co
MON
| $89.3M | 0.38% |
873,428
+359,552
| +70% | +$37.7M |
|
64
Mondelez International
MDLZ
$77.1B
| $88.8M | 0.38% |
2,021,893
-625,787
| -24% | -$27.5M |
|
65
Burlington
BURL
$21.4B
| $88M | 0.38% |
+1,086,701
| New | +$84M |
|
66
Waste Management
WM
$95.3B
| $86.2M | 0.37% |
1,352,515
+404,499
| +43% | +$26.4M |
|
67
American Tower
AMT
$76.7B
| $84.5M | 0.36% |
745,804
+104,005
| +16% | +$11.9M |
|
68
Intuit
INTU
$77B
| $84.3M | 0.36% |
766,329
+695,501
| +982% | +$77.8M |
|
69
Marathon Petroleum
MPC
$91.2B
| $83.8M | 0.36% |
2,064,496
+120,899
| +6% | +$4.91M |
|
70
Trane Technologies
TT
$106B
| $83.2M | 0.35% |
1,224,042
+152,210
| +14% | +$10.1M |
|
71
Masco
MAS
$15.6B
| $82M | 0.35% |
2,391,275
+87,300
| +4% | +$3.02M |
|
72
Microsoft
MSFT
$2.83T
| $80.7M | 0.34% |
1,401,500
-1,497,049
| -52% | -$84.5M |
|
73
General Dynamics
GD
$103B
| $80.4M | 0.34% |
517,908
-420,572
| -45% | -$62.7M |
|
74
KLA
KLAC
$286B
| $79.4M | 0.34% |
11,392,700
+1,576,720
| +16% | +$11.3M |
|
75
Booking.com
BKNG
$134B
| $78.9M | 0.34% |
1,339,700
+1,197,500
| +842% | +$66.8M |
|
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CWM
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FAF
BGIM
CIM
PPFA
Two Sigma Advisers's Q3 2016 Portfolio in Review
As of Q3 2016, Two Sigma Advisers held 2,453 positions worth $23.5B, up 19% from $19.7B the previous quarter. Its ten largest holdings account for 10% of the portfolio.
Two Sigma Advisers deployed $2.93B of net new capital in Q3 2016, opening 424 new positions and adding to 925 existing holdings. Its largest new stake was Walmart Inc: 9,868,128 shares worth $237M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 16% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.
On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $182M trimmed.
- Two Sigma Advisers's largest Q3 2016 buy was Walmart Inc: 9,868,128 shares worth $237M.
- Two Sigma Advisers added most to Celgene Corp in Q3 2016, an estimated $183M increase.
- Two Sigma Advisers's biggest Q3 2016 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $182M.
- Two Sigma Advisers fully exited EMC CORPORATION in Q3 2016, selling an estimated $102M.
- Two Sigma Advisers's ten largest holdings make up 10% of its $23.5B portfolio in Q3 2016.
- Two Sigma Advisers opened 424 new positions and closed 262 in Q3 2016.
- Two Sigma Advisers's portfolio value rose 19% quarter-over-quarter to $23.5B.
Based on Two Sigma Advisers's 13F filing for Q3 2016, filed 14 Nov 2016.